更新時間: 2018年8月13日 PM 6:31:14
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/05/18 20.040% 30056.79 15.679% 16.106% +3.934% 16.106% +3.934%
31/05/18 18.200% 30468.56 16.417% 16.083% +2.117% 19.782% -1.582%
01/06/18 17.620% 30492.91 15.661% 15.961% +1.659% 19.501% -1.881%
04/06/18 16.940% 30997.98 15.793% 15.919% +1.021% 19.057% -2.117%
05/06/18 16.440% 31093.45 15.783% 15.867% +0.573% 18.864% -2.424%
06/06/18 15.830% 31259.10 15.110% 15.753% +0.077% 18.600% -2.770%
07/06/18 15.900% 31512.63 15.197% 15.509% +0.391% 18.184% -2.284%
08/06/18 17.390% 30958.21 16.199% 15.617% +1.773% 18.182% -0.792%
11/06/18 16.720% 31063.70 15.872% 15.632% +1.088% 17.815% -1.095%
12/06/18 16.020% 31103.06 15.267% 15.529% +0.491% 17.570% -1.550%
13/06/18 15.850% 30725.15 15.024% 15.512% +0.338% 17.423% -1.573%
14/06/18 15.880% 30440.17 15.274% 15.527% +0.353% 17.313% -1.433%
15/06/18 15.970% 30309.49 15.140% 15.315% +0.655% 16.951% -0.981%
19/06/18 19.730% 29468.15 17.690% 15.679% +4.051% 16.838% +2.892%
20/06/18 17.860% 29696.17 17.993% 16.224% +1.636% 17.290% +0.570%
21/06/18 19.130% 29296.05 17.120% 16.644% +2.486% 17.600% +1.530%
22/06/18 18.360% 29338.70 17.144% 17.017% +1.343% 17.856% +0.504%
25/06/18 20.430% 28961.39 17.399% 17.469% +2.961% 17.900% +2.530%
26/06/18 20.070% 28881.40 17.292% 17.390% +2.680% 17.675% +2.395%
27/06/18 22.040% 28356.26 17.698% 17.331% +4.709% 17.473% +4.567%
28/06/18 21.320% 28497.32 17.296% 17.366% +3.954% 17.366% +3.954%
29/06/18 20.450% 28955.11 17.833% 17.503% +2.947% 21.960% -1.510%
03/07/18 22.970% 28545.57 18.263% 17.676% +5.294% 21.596% +1.374%
04/07/18 23.910% 28241.67 17.616% 17.741% +6.169% 21.530% +2.380%
05/07/18 23.800% 28182.09 17.639% 17.729% +6.071% 21.370% +2.430%
06/07/18 21.880% 28315.62 17.925% 17.855% +4.025% 21.375% +0.505%
09/07/18 20.300% 28688.50 18.891% 18.067% +2.233% 21.183% -0.883%
10/07/18 19.100% 28682.25 17.790% 17.972% +1.128% 20.924% -1.824%
11/07/18 20.730% 28311.69 18.000% 18.049% +2.681% 20.866% -0.136%
12/07/18 19.230% 28480.83 18.370% 18.195% +1.035% 20.885% -1.655%
13/07/18 18.460% 28525.44 17.994% 18.209% +0.251% 20.751% -2.291%
16/07/18 18.230% 28539.66 17.798% 17.990% +0.240% 20.059% -1.829%
17/07/18 19.420% 28181.68 18.052% 18.042% +1.378% 19.969% -0.549%
18/07/18 18.950% 28117.42 15.526% 17.548% +1.402% 19.277% -0.327%
19/07/18 19.140% 28010.86 15.085% 16.891% +2.249% 18.417% +0.723%
20/07/18 18.460% 28224.48 14.921% 16.276% +2.184% 17.613% +0.847%
23/07/18 19.220% 28256.12 14.897% 15.696% +3.524% 16.599% +2.621%
24/07/18 18.100% 28662.57 15.390% 15.164% +2.936% 15.911% +2.189%
25/07/18 17.720% 28920.90 15.720% 15.203% +2.517% 15.827% +1.893%
26/07/18 17.600% 28781.14 14.932% 15.172% +2.428% 15.671% +1.929%
27/07/18 17.240% 28804.28 14.677% 15.123% +2.117% 15.496% +1.744%
30/07/18 18.390% 28733.13 13.098% 14.764% +3.626% 14.764% +3.626%
31/07/18 18.290% 28583.01 12.635% 14.213% +4.077% 17.715% +0.575%
01/08/18 18.470% 28340.74 12.834% 13.635% +4.835% 16.883% +1.587%
02/08/18 21.490% 27714.56 14.960% 13.641% +7.849% 16.778% +4.712%
03/08/18 20.170% 27676.32 14.549% 13.615% +6.555% 16.635% +3.535%
06/08/18 19.410% 27819.56 13.282% 13.652% +5.758% 16.343% +3.067%
07/08/18 18.160% 28248.88 14.433% 14.012% +4.148% 16.659% +1.501%
08/08/18 17.750% 28359.14 14.181% 14.281% +3.469% 16.862% +0.888%
09/08/18 17.500% 28607.30 14.019% 14.093% +3.407% 16.524% +0.976%
10/08/18 18.370% 28366.62 14.198% 14.023% +4.347% 16.326% +2.044%
13/08/18 20.470% 27936.57 15.034% 14.373% +6.097% 16.380% +4.090%
更新時間: 2018年8月13日 PM 6:31:14
琤肏數期權引伸波幅分析
日期 瓻波幅指數 琤肏數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/05/18 20.040% 30056.79 15.679% 16.106% +3.934% 16.106% +3.934%
31/05/18 18.200% 30468.56 16.417% 16.083% +2.117% 19.782% -1.582%
01/06/18 17.620% 30492.91 15.661% 15.961% +1.659% 19.501% -1.881%
04/06/18 16.940% 30997.98 15.793% 15.919% +1.021% 19.057% -2.117%
05/06/18 16.440% 31093.45 15.783% 15.867% +0.573% 18.864% -2.424%
06/06/18 15.830% 31259.10 15.110% 15.753% +0.077% 18.600% -2.770%
07/06/18 15.900% 31512.63 15.197% 15.509% +0.391% 18.184% -2.284%
08/06/18 17.390% 30958.21 16.199% 15.617% +1.773% 18.182% -0.792%
11/06/18 16.720% 31063.70 15.872% 15.632% +1.088% 17.815% -1.095%
12/06/18 16.020% 31103.06 15.267% 15.529% +0.491% 17.570% -1.550%
13/06/18 15.850% 30725.15 15.024% 15.512% +0.338% 17.423% -1.573%
14/06/18 15.880% 30440.17 15.274% 15.527% +0.353% 17.313% -1.433%
15/06/18 15.970% 30309.49 15.140% 15.315% +0.655% 16.951% -0.981%
19/06/18 19.730% 29468.15 17.690% 15.679% +4.051% 16.838% +2.892%
20/06/18 17.860% 29696.17 17.993% 16.224% +1.636% 17.290% +0.570%
21/06/18 19.130% 29296.05 17.120% 16.644% +2.486% 17.600% +1.530%
22/06/18 18.360% 29338.70 17.144% 17.017% +1.343% 17.856% +0.504%
25/06/18 20.430% 28961.39 17.399% 17.469% +2.961% 17.900% +2.530%
26/06/18 20.070% 28881.40 17.292% 17.390% +2.680% 17.675% +2.395%
27/06/18 22.040% 28356.26 17.698% 17.331% +4.709% 17.473% +4.567%
28/06/18 21.320% 28497.32 17.296% 17.366% +3.954% 17.366% +3.954%
29/06/18 20.450% 28955.11 17.833% 17.503% +2.947% 21.960% -1.510%
03/07/18 22.970% 28545.57 18.263% 17.676% +5.294% 21.596% +1.374%
04/07/18 23.910% 28241.67 17.616% 17.741% +6.169% 21.530% +2.380%
05/07/18 23.800% 28182.09 17.639% 17.729% +6.071% 21.370% +2.430%
06/07/18 21.880% 28315.62 17.925% 17.855% +4.025% 21.375% +0.505%
09/07/18 20.300% 28688.50 18.891% 18.067% +2.233% 21.183% -0.883%
10/07/18 19.100% 28682.25 17.790% 17.972% +1.128% 20.924% -1.824%
11/07/18 20.730% 28311.69 18.000% 18.049% +2.681% 20.866% -0.136%
12/07/18 19.230% 28480.83 18.370% 18.195% +1.035% 20.885% -1.655%
13/07/18 18.460% 28525.44 17.994% 18.209% +0.251% 20.751% -2.291%
16/07/18 18.230% 28539.66 17.798% 17.990% +0.240% 20.059% -1.829%
17/07/18 19.420% 28181.68 18.052% 18.042% +1.378% 19.969% -0.549%
18/07/18 18.950% 28117.42 15.526% 17.548% +1.402% 19.277% -0.327%
19/07/18 19.140% 28010.86 15.085% 16.891% +2.249% 18.417% +0.723%
20/07/18 18.460% 28224.48 14.921% 16.276% +2.184% 17.613% +0.847%
23/07/18 19.220% 28256.12 14.897% 15.696% +3.524% 16.599% +2.621%
24/07/18 18.100% 28662.57 15.390% 15.164% +2.936% 15.911% +2.189%
25/07/18 17.720% 28920.90 15.720% 15.203% +2.517% 15.827% +1.893%
26/07/18 17.600% 28781.14 14.932% 15.172% +2.428% 15.671% +1.929%
27/07/18 17.240% 28804.28 14.677% 15.123% +2.117% 15.496% +1.744%
30/07/18 18.390% 28733.13 13.098% 14.764% +3.626% 14.764% +3.626%
31/07/18 18.290% 28583.01 12.635% 14.213% +4.077% 17.715% +0.575%
01/08/18 18.470% 28340.74 12.834% 13.635% +4.835% 16.883% +1.587%
02/08/18 21.490% 27714.56 14.960% 13.641% +7.849% 16.778% +4.712%
03/08/18 20.170% 27676.32 14.549% 13.615% +6.555% 16.635% +3.535%
06/08/18 19.410% 27819.56 13.282% 13.652% +5.758% 16.343% +3.067%
07/08/18 18.160% 28248.88 14.433% 14.012% +4.148% 16.659% +1.501%
08/08/18 17.750% 28359.14 14.181% 14.281% +3.469% 16.862% +0.888%
09/08/18 17.500% 28607.30 14.019% 14.093% +3.407% 16.524% +0.976%
10/08/18 18.370% 28366.62 14.198% 14.023% +4.347% 16.326% +2.044%
13/08/18 20.470% 27936.57 15.034% 14.373% +6.097% 16.380% +4.090%